Multiple Linear Regression

kobeisfree94·2022년 4월 19일
0

Main Purpose: Building a model that accurately predicts the test data (as opposed to the train data)

Train/Test Split

  • Train Data - used to train the model
  • Test Data - used to check performance of the model
    *** The two must be split in order to prevent data leakage

Simple Linear Regression vs. Multiple Linear Regression

  • Simple Linear Regression
    - 1 Feature/Dimension/Independent Variable
  • Multiple Linear Regression
    - 2+ Feature/Dimension/Independent Variable

Implementation:

  • Uses the same fit_transform/transform in the sklearn.linear_model LinearRegression()
  • Uses the same model.intercept, model.coef
  • Difference: Uses 2 or more features

Evaluation Metrics:

  • Mean Squared Error(MSE)
  • Mean Absolute Error (MAE)
  • Root Mean Sqaured Error (RMSE)
  • R-squared (Coefficient of Determination)

Overfitting vs. Underfitting

  • Key words:
  1. Generalization - a model that returns high performance in both the train and test data.
  2. Overfitting - a model that relies too heavily on the train data and thereby creates a difference/error in generalization
  3. Underfitting - a model that hasn't been able to overfit or generalize. High chance of bias.

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a Philosopher aspiring to become an AI/ML/DL Engineer and Data Scientist.

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